I recon "footballer" - it's quicker to say! However you couldn't say "volleyballer" you would say volleyball player. Some that I can think of that are fine are: horse rider, swimmer, runner...

It depends which football you are talking about ;). For American football, football player is more used. For soccer players, footballer seems to be the way to say it but to be sure we should wait for a European to chime in ;). Hope this helps!